+445.6%
AG vs FTI
+775.5%
-329.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | +1.0% | +5.3% | -4.3% | -0.9% |
| 30D | +19.2% | +15.3% | +3.8% | +12.8% |
| 3M | +6.2% | +15.8% | -9.6% | -0.1% |
| 6M | -26.7% | +22.6% | -49.3% | -32.7% |
| YTD | +26.1% | +79.5% | -53.4% | +0.3% |
| 1Y | +131.7% | +102.0% | +29.6% | +75.3% |
| 3Y | +255.3% | +315.8% | -60.5% | +97.5% |
| 5Y | +61.9% | +1,129.5% | -1,067.6% | -46.1% |
| 10Y | +72.0% | +320.9% | -248.9% | -31.5% |
| All | +445.6% | +775.5% | -329.9% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling